Implement asset rules as Asset Group children objects

This commit is contained in:
2023-02-13 20:45:23 +00:00
parent b48af50620
commit 6ff5f718ba
18 changed files with 565 additions and 349 deletions

View File

@@ -1,6 +1,6 @@
from django.test import TestCase
from core.models import AssetGroup, User
from core.models import AssetGroup, AssetRule, User
from core.trading import assetfilter
@@ -16,13 +16,18 @@ class AssetfilterTestCase(TestCase):
description="Test group",
)
def test_get_allowed_negative(self):
def test_get_allowed_prohibited(self):
"""
Test that the asset filter works on negative aggregations.
"""
# We have negative news about EUR
self.group.allowed = {"EUR": False}
self.group.save()
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=3,
)
self.asset_rule.save()
# This means that:
# * base == EUR: long is not allowed, short is allowed
@@ -41,13 +46,18 @@ class AssetfilterTestCase(TestCase):
# Test that short on quote of EUR is not allowed
self.assertFalse(assetfilter.get_allowed(self.group, "USD", "EUR", "short"))
def test_get_allowed_positive(self):
def test_get_allowed_permitted(self):
"""
Test that the asset filter works on positive aggregations.
"""
# We have positive news about EUR
self.group.allowed = {"EUR": True}
self.group.save()
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=2,
)
self.asset_rule.save()
# This means that:
# * base == EUR: long is allowed, short is not allowed
@@ -66,69 +76,188 @@ class AssetfilterTestCase(TestCase):
# Test that long on quote of EUR is not allowed
self.assertFalse(assetfilter.get_allowed(self.group, "USD", "EUR", "long"))
def test_get_allowed_no_data(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=0,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_no_match(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=1,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_no_aggregation(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=4,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_not_in_bounds(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=5,
)
self.asset_rule.save()
def test_get_allowed_always_allow(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=6,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_always_deny(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=7,
)
self.asset_rule.save()
self.assertFalse(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_check_asset_aggregation(self):
"""
Test that the asset aggregation works.
"""
# Test within lower bound
self.assertTrue(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=None, trigger_below=2.0
)
),
3, # Prohibited
)
# Test within upper bound
self.assertTrue(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=0.0, trigger_below=None
)
),
2, # Permitted
)
# Test within bounds
self.assertTrue(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=0.0, trigger_below=2.0
)
)
# Test outside bounds
self.assertFalse(
assetfilter.check_asset_aggregation(
1.0, trigger_above=2.0, trigger_below=3.0
)
),
3, # Prohibited
)
# Test outside lower bound
self.assertFalse(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=None, trigger_below=0.0
)
),
5, # Not in bounds
)
# Test outside upper bound
self.assertFalse(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=2.0, trigger_below=None
)
),
5, # Not in bounds
)
# Test no bounds, just to be sure
self.assertFalse(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=None, trigger_below=None
)
),
4, # No aggregation
)
# Test both bounds, but inverted
self.assertFalse(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=2.0, trigger_below=0.0
)
),
5, # Not in bounds
)
# Test within negative and positive bounds
self.assertTrue(
self.assertEqual(
assetfilter.check_asset_aggregation(
-1.0, trigger_above=-2.0, trigger_below=0.0
)
),
3, # Prohibited
)
def test_update_status_from_mappings_when_no_data(self):
self.group.when_no_data = 2 # Bullish
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(0, self.group),
2, # Bullish
)
def test_update_status_from_mappings_when_no_match(self):
self.group.when_no_match = 2
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(1, self.group),
2, # Bullish
)
def test_update_status_from_mappings_when_no_aggregation(self):
self.group.when_no_aggregation = 2
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(4, self.group),
2, # Bullish
)
def test_update_status_from_mappings_when_not_in_bounds(self):
self.group.when_not_in_bounds = 2
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(5, self.group),
2, # Bullish
)
def test_update_status_from_mappings_when_bullish(self):
self.group.when_bullish = 3 # Bearish
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(2, self.group),
3, # Bearish
)
def test_update_status_from_mappings_when_bearish(self):
self.group.when_bearish = 2 # Bullish
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(3, self.group),
2, # Bullish
)